+404.6%
DHI vs EQIX
+246.8%
+157.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -5.4% | -2.5% | -3.0% | -4.4% |
| 3M | -10.4% | 0.0% | -10.4% | -10.9% |
| 6M | -2.8% | +7.6% | -10.4% | -6.5% |
| YTD | -3.4% | +37.5% | -40.9% | -17.8% |
| 1Y | -22.9% | +32.9% | -55.8% | -33.5% |
| 3Y | +20.7% | +42.8% | -22.1% | -2.1% |
| 5Y | +62.1% | +35.8% | +26.3% | +31.2% |
| All | +404.6% | +246.8% | +157.8% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling